+213.1%
USO vs LH
+27.0%
+186.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.1% |
| 7D | +9.1% | -4.7% | +13.8% | +9.0% |
| 30D | +21.7% | -3.5% | +25.2% | +21.5% |
| 3M | +20.2% | +17.7% | +2.5% | +20.4% |
| 6M | +43.4% | +15.8% | +27.6% | +43.7% |
| YTD | +124.0% | +25.1% | +98.9% | +123.3% |
| 1Y | +112.2% | +12.5% | +99.7% | +112.8% |
| 3Y | +97.7% | +59.8% | +37.9% | +92.1% |
| All | +213.1% | +27.0% | +186.1% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling